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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+2.61%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$20.1B
AUM Growth
+$2.23B
Cap. Flow
+$1.48B
Cap. Flow %
7.34%
Top 10 Hldgs %
40.12%
Holding
3,238
New
604
Increased
1,013
Reduced
977
Closed
628

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$52.4M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$28.8M
3
JPM icon
JPMorgan Chase
JPM
+$15.5M
4
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$13.9M
5
CMCSA icon
Comcast
CMCSA
+$10.3M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$18.9M
2
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$18M
3
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$16.3M
4
MSFT icon
Microsoft
MSFT
+$14.2M
5
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$11.5M

Sector Composition

Rank Sector Weight
1 Financials 0.72%
2 Technology 0.56%
3 Consumer Discretionary 0.49%
4 Healthcare 0.48%
5 Consumer Staples 0.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CLX icon
651
Clorox
CLX
$11.9B
$3.39M 0.02%
25,054
+15,662
+167% +$1.93M
SU icon
652
Suncor Energy
SU
$77.9B
$3.38M 0.02%
83,147
+30,376
+58% +$1.18M
STT icon
653
PUT
State Street
STT
$50.5B
$3.38M 0.02%
36,300
-17,600
-33% -$1.75M
FCX icon
654
CALL
Freeport-McMoran
FCX
$91.5B
$3.35M 0.02%
194,000
+22,300
+13% +$378K
NOV icon
655
PUT
NOV
NOV
$6.94B
$3.33M 0.02%
76,800
+300
+0.4% +$12.1K
BSX icon
656
PUT
Boston Scientific
BSX
$70.2B
$3.31M 0.02%
101,300
+79,800
+371% +$2.41M
FDS icon
657
CALL
Factset
FDS
$9.59B
$3.31M 0.02%
16,700
+6,000
+56% +$1.2M
SYF icon
658
CALL
Synchrony
SYF
$25.3B
$3.31M 0.02%
99,100
+42,400
+75% +$1.46M
MLM icon
659
CALL
Martin Marietta Materials
MLM
$32.6B
$3.31M 0.02%
14,800
+1,400
+10% +$299K
MRK icon
660
Merck
MRK
$316B
$3.3M 0.02%
56,937
-142,146
-71% -$8.02M
DB icon
661
CALL
Deutsche Bank
DB
$69.8B
$3.3M 0.02%
310,400
+119,300
+62% +$1.52M
MTB icon
662
CALL
M&T Bank
MTB
$36.2B
$3.28M 0.02%
19,300
+1,400
+8% +$251K
FFIV icon
663
PUT
F5
FFIV
$23.1B
$3.28M 0.02%
19,000
-900
-5% -$150K
NOW icon
664
PUT
ServiceNow
NOW
$118B
$3.26M 0.02%
94,500
+9,500
+11% +$329K
NFLX icon
665
Netflix
NFLX
$305B
$3.25M 0.02%
83,090
-22,940
-22% -$782K
MRO
666
CALL
DELISTED
Marathon Oil Corporation
MRO
$3.25M 0.02%
155,800
+95,900
+160% +$1.89M
MNST icon
667
CALL
Monster Beverage
MNST
$91.5B
$3.24M 0.02%
113,200
+13,000
+13% +$351K
IYF icon
668
PUT
iShares US Financials ETF
IYF
$4.58B
$3.23M 0.02%
55,200
-20,400
-27% -$1.21M
MRO
669
PUT
DELISTED
Marathon Oil Corporation
MRO
$3.23M 0.02%
154,900
+118,100
+321% +$2.33M
MAS icon
670
PUT
Masco
MAS
$14.7B
$3.23M 0.02%
86,200
+13,000
+18% +$500K
CF icon
671
CALL
CF Industries
CF
$18.2B
$3.21M 0.02%
72,400
-44,700
-38% -$1.82M
ZTS icon
672
Zoetis
ZTS
$32.3B
$3.21M 0.02%
37,715
+2,443
+7% +$206K
CLR
673
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$3.2M 0.02%
49,400
-51,400
-51% -$3.32M
BHC icon
674
CALL
Bausch Health
BHC
$2.62B
$3.2M 0.02%
137,600
+20,300
+17% +$420K
K
675
DELISTED
Kellanova
K
$3.19M 0.02%
48,551
+43,668
+894% +$2.6M
25 26
27
28 29

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OAM
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NOCM
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QIM
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RB
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OMG
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MCM
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NEPWA
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Two Sigma Securities's Q2 2018 Portfolio in Review

As of Q2 2018, Two Sigma Securities held 3,238 positions worth $20.1B, up 13% from $17.9B the previous quarter. Its ten largest holdings account for 40% of the portfolio.

Two Sigma Securities deployed $1.48B of net new capital in Q2 2018, opening 604 new positions and adding to 1,013 existing holdings. Its largest new stake was JPMorgan Chase: 141,481 shares worth $14.7M.

By sector, the portfolio is most concentrated in Financials at 0.72% of assets, down from 0.77% a quarter earlier, followed by Technology and Consumer Discretionary.

On the sell side, the largest reduction was Microsoft, an estimated $14.2M trimmed.

  • Two Sigma Securities's largest Q2 2018 buy was JPMorgan Chase: 141,481 shares worth $14.7M.
  • Two Sigma Securities added most to iShares Russell 2000 ETF in Q2 2018, an estimated $52.4M increase.
  • Two Sigma Securities's biggest Q2 2018 reduction was Microsoft, cutting an estimated $14.2M.
  • Two Sigma Securities fully exited iShares Core S&P 500 ETF in Q2 2018, selling an estimated $18.9M.
  • Two Sigma Securities's ten largest holdings make up 40% of its $20.1B portfolio in Q2 2018.
  • Two Sigma Securities opened 604 new positions and closed 628 in Q2 2018.
  • Two Sigma Securities's portfolio value rose 13% quarter-over-quarter to $20.1B.

Based on Two Sigma Securities's 13F filing for Q2 2018, filed 14 Aug 2018.